+335.7%
NSC vs PNC
+268.7%
+67.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -3.2% | -4.4% | +1.2% | -1.0% |
| 3M | +3.9% | +4.5% | -0.6% | +1.2% |
| 6M | +7.8% | +19.1% | -11.3% | -2.4% |
| YTD | +13.4% | +18.0% | -4.6% | +2.8% |
| 1Y | +20.3% | +24.1% | -3.7% | +5.7% |
| 3Y | +76.1% | +130.0% | -53.9% | +8.7% |
| 5Y | +45.0% | +50.4% | -5.4% | +9.7% |
| 10Y | +335.7% | +271.3% | +64.4% | +94.8% |
| All | +335.7% | +268.7% | +67.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling